Usage Note 62696: You can include scenarios by name in the SCEN and SCENTRANS output data sets in SAS® High-Performance Risk
In SAS High-Performance Risk, you can now include scenarios by name in the SCEN and SCENTRANS output data sets by using the SCENARIO_NAMES argument of the OUTPUT statement in the HPRISK procedure. Here is the syntax:
SCENARIO_NAMES = (scen-name1 scen-name2 ...)
If you specify the HORIZON_INDEX argument, you must include the keyword BASECASE in the listed values in order for BASECASE to be listed in the SCENTRANS output data set.
Here is an example of this syntax in the OUTPUT statement:
HORIZON_INDEXES = (BASECASE 2 5 7)
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
SAS System | SAS High-Performance Risk | Microsoft® Windows® for x64 | 3.7 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
64-bit Enabled AIX | 3.7 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
64-bit Enabled Solaris | 3.7 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
Linux for x64 | 3.7 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
Solaris for x64 | 3.7 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
In SAS® High-Performance Risk, you can now include scenarios by name in the SCEN and SCENTRANS output data sets.
Type: | Usage Note |
Priority: | |
Topic: | Analytics ==> Financial Analysis
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Date Modified: | 2018-07-31 16:36:05 |
Date Created: | 2018-07-31 09:12:07 |